Distribution Analysis: number of bars per trade
Author: abegy
Creation Date: 9/15/2017 11:26 AM
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abegy

#1
Hi Eugene,

In tradestation, there is a visualizer namely "Distribution Analysis". There is a screenshot here http://help.tradestation.com/09_00/tswfo/topics/Distribution_Analysis.htm.

The idea is to see the performance distrubitoon of your trategy result linked to the trade hold period.

Is it possible to add it in wealth-lab ?
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Eugene

#2
Hi Alexandre,

You can have an idea of the trade result linked to the bars held if you use the Trade Life chart. I admit the way it presents its results isn't exactly what you're looking for - the approach is more "visual" and not as straightforward as distribution bins would be. But it answers the same questions and uncovers what Distribution Analysis does not: trade dynamics. Like "How difficult is it for a trade to take off?" or "Since what bar do winning trades usually stall?" etc. If distributions are 2D, "Trade Life" is like 2,5D.

Making no promises but Distribution Analysis may be subject for assessment in the next months, though.
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abegy

#3
Thanks a lot Eugene.
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Eugene

#4
To be implemented in upcoming release of MS123 Visualizers (2017.11).
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Eugene

#5
Alexandre, meet new "Profit / Bars Held" visualizer. You will find it under "Trade Graphs":

Online user guide

Note that the visualizer is feature complete and so I do not plan to invest any more time in its enhancement (like adding more performance metrics).